-20.9%
WY vs MDY
+46.3%
-67.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.4% |
| 7D | -4.2% | -1.9% | -2.3% | -2.6% |
| 30D | -10.1% | -4.6% | -5.4% | -6.3% |
| 3M | -8.5% | -1.2% | -7.3% | -7.6% |
| 6M | -3.3% | +9.2% | -12.6% | -10.8% |
| YTD | -4.4% | +13.1% | -17.5% | -14.8% |
| 1Y | -11.5% | +13.0% | -24.5% | -21.2% |
| 3Y | -24.3% | +49.2% | -73.5% | -48.6% |
| All | -20.9% | +46.3% | -67.2% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling